Well, the video shows soldering a CPU to a GPU PCB.
Nothing says they couldn't make a socketable GPU, but it would come with many downsides. MXM is about as close as we got, but they never made it to desktop in a serious way (which is a shame I think)
Much older hardware had socketable GPU memory. So did sound cards for that matter. I even have one old SCSI controller with a socketed 486, or 386, I would have to go look at it.